+17.0%
XLB vs MSTZ
-99.2%
+116.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.8% | -14.1% | -0.9% |
| 7D | 0.0% | +25.6% | -25.6% | +0.8% |
| 30D | +5.3% | +50.6% | -45.3% | +7.0% |
| 3M | 0.0% | -64.5% | +64.5% | -2.0% |
| 6M | +1.2% | -14.0% | +15.2% | +3.5% |
| YTD | +16.9% | -76.4% | +93.3% | +16.7% |
| 1Y | +20.9% | -56.2% | +77.1% | +24.1% |
| All | +17.0% | -99.2% | +116.2% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling